24.05.2021 19:08
Risk Parameters Change for the Securities
The following risk parameters will be changed:
Market Risk Rate of the first, second and third level – S_1(2,3)_min
| Ticker | Minimum Initial Margin for the Market Risk, % (S_1_min) |
Minimum Initial Margin for the Market Risk, % (S_2_min) |
Minimum Initial Margin for the Market Risk, % (S_3_min) |
New value effective for | |||
|---|---|---|---|---|---|---|---|
| Current value | New value | Current value | New value | Current value | New value | ||
| CHMF | 14% | 18% | 20% | 24% | 27% | 31% | 28.05.2021 - 01.06.2021 |
| GMKN | 14% | 17% | 20% | 23% | 27% | 30% | 28.05.2021 - 01.06.2021 |
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
| Ticker | Current value | New value | New value effective for |
|---|---|---|---|
| AFKS | 35% | 77% | 28.05.2021 - 01.06.2021 |
| CHMF | 35% | 77% | 28.05.2021 - 01.06.2021 |
| GAZP | 35% | 77% | 27.05.2021 - 31.05.2021 |
| GMKN | 35% | 77% | 28.05.2021 - 01.06.2021 |
| HAL-RM | 35% | 77% | 28.05.2021 - 02.06.2021 |
| HD-RM | 35% | 77% | 01.06.2021 - 03.06.2021 |
| LUMN-RM | 35% | 77% | 27.05.2021 - 01.06.2021 |
| MSNG | 35% | 77% | 26.05.2021 - 28.05.2021 |
| MSRS | 35% | 77% | 28.05.2021 - 01.06.2021 |
| MTSS | 35% | 77% | 28.05.2021 - 01.06.2021 |
| NEE-RM | 35% | 77% | 28.05.2021 - 02.06.2021 |
| NLOK-RM | 35% | 77% | 07.06.2021 - 09.06.2021 |
| TATN | 35% | 77% | 28.05.2021 - 01.06.2021 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| CHMF | 1.54 | 28.05.2021 - 01.06.2021 |
| GMKN | 1.58 | 28.05.2021 - 01.06.2021 |
| Ticker | w | New value effective for |
|---|---|---|
| CHMF | 0.07 | 28.05.2021 - 01.06.2021 |
| GMKN | 0.08 | 28.05.2021 - 01.06.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| HAL-RM | 0.2 | 0.2 | 25.05.2021 - 28.05.2021 |
| HD-RM | 0.2 | 0.2 | 25.05.2021 - 01.06.2021 |
| LUMN-RM | 0.2 | 0.2 | 25.05.2021 - 27.05.2021 |
| NEE-RM | 0.2 | 0.2 | 25.05.2021 - 28.05.2021 |
| NLOK-RM | 0.2 | 0.2 | 28.05.2021 - 07.06.2021 |